If you have an XML file within your McAfee directory, please update your question which will tell us what build you’re trying to install and other important details. Just be sure to null out any serials it automatically applies to the registry (usually they’re stored within this XML file).

Do you have all of the prerequisites required to run this software on your system?

What error(s) along with the error(s) code(s), so we can quickly identify the issue.

There are better solutions than Windows Server 2003 and McAfee. Personally, I would run something along the lines of CentOS and just configure the firewall correctly. Better yet, if you’re worried about security, I would go with a Hardwall (Hardware based firewall) with SPI/DPI, DPI would be more useful as it does scan packets for more than just what’s on the table of previous requests, and legal parameters. I’d go for more than just 3 layers of the OSI.